Most of the features require the player to beat the game before viewing them, but the Cinematics Theater, Concept Art and Bestiary can be accessed from the beginning, although only half of the features in said categories can be accessed at that point. In addition, Squall Leonhart occasionally makes an appearance on the title screenFinal Fantasy VI in sprite form, as well as Cloud Strife making an appearance in the loading screen of Final Fantasy V.

The disc titled "Music from FFV and FFVI Video Games" is included in the original North American release and contains selected music from Final Fantasy V and Final Fantasy VI. The "Greatest Hits" version of Final Fantasy Anthology does not include the music CD. The music on the CD is taken directly from the original soundtracks to their respective games.

The slow loading times were criticized, and many did not feel that the Omake Mode was enough to make up for it. Review scores for the collection were generally lower than those for the individual games.

Although the "black label" box is sought after by collectors, many have experienced issues with playing it on newer PlayStation 3 models. Final Fantasy V has issues with saving a second time on the same playing session, where the game will seemly lock up when trying to access the save screen a second time. The Greatest Hits re-release, as well as the releases of the individual games on the PlayStation Store, seems to fix many, if not all, of these issues.